Soc. Generale Call 450 SYK 19.12..../  DE000SY117U1  /

Frankfurt Zert./SG
15/11/2024  21:51:02 Chg.+0.260 Bid21:59:24 Ask21:59:24 Underlying Strike price Expiration date Option type
2.250EUR +13.07% 2.240
Bid Size: 1,400
2.280
Ask Size: 1,400
Stryker Corp 450.00 USD 19/12/2025 Call
 

Master data

WKN: SY117U
Issuer: Société Générale
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 19/12/2025
Issue date: 20/06/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.48
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -6.34
Time value: 1.97
Break-even: 447.06
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 2.07%
Delta: 0.36
Theta: -0.05
Omega: 6.59
Rho: 1.20
 

Quote data

Open: 1.770
High: 2.250
Low: 1.720
Previous Close: 1.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.04%
1 Month  
+84.43%
3 Months  
+152.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.250 1.730
1M High / 1M Low: 2.250 1.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.016
Avg. volume 1W:   0.000
Avg. price 1M:   1.476
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -